Theory of ridge regression estimators with applications

A guide to the systematic analytical results for ridge, LASSO, preliminary test, and Stein-type estimators with applications Theory of Ridge Regression Estimation with Applications offers a comprehensive guide to the theory and methods of estimation. Ridge regression and LASSO are at the center of a...

Descripción completa

Detalles Bibliográficos
Otros Autores: Saleh, A. K. Md. Ehsanes, author (author), Kibria, B. M. G., (B. M. Golam), 1963- author, Arashi, M. (Mohammad), 1981- author
Formato: Libro electrónico
Idioma:Inglés
Publicado: Hoboken, New Jersey : Wiley 2019.
Edición:1st edition
Colección:Wiley series in probability and statistics
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009631851506719
Tabla de Contenidos:
  • Introduction to ridge regression
  • Location and simple linear models
  • ANOVA model
  • Seemingly unrelated simple linear models
  • Multiple linear regression models
  • Ridge regression in theory and applications
  • Partially linear regression models
  • Logistic regression model
  • Regression models with autoregressive errors
  • Rank-based shrinkage estimation
  • High dimensional ridge regression
  • Applications : neural networks and big data.